+710.0%
PH vs LH
+263.2%
+446.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +6.9% | +1.2% | +5.7% | +6.2% |
| 30D | +1.7% | +18.0% | -16.3% | -7.5% |
| 3M | -8.1% | +15.7% | -23.8% | -15.8% |
| 6M | +11.5% | +46.6% | -35.1% | -10.7% |
| YTD | +11.4% | +49.5% | -38.1% | -12.2% |
| 1Y | +14.1% | +40.2% | -26.1% | -6.8% |
| 3Y | +138.2% | +87.6% | +50.7% | +60.4% |
| 5Y | +216.0% | +59.3% | +156.7% | +128.4% |
| 10Y | +710.0% | +266.1% | +443.9% | +254.8% |
| All | +710.0% | +263.2% | +446.7% | +254.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling